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Scott, I did a while ago. Never checked back, but since you mentioned
it, reading his article it is one of those rare technical studies
that makes sense to me (one of the few I understand? ;-).
I dug it up and will take a fresh look. I remember shifting the
neutral point from (100,100) to (0,0). Also I split the X and Y
coordinates, most will speak for itself.
I also remember the resulting charts at first sight did not seem very
revealing. Perhaps I interpreted something wrong in Gary's
analysis.
I'll just give the code as is, appreciate any remarks or suggestions.
This was made specifically for the NAS100 with QQQ as benchmark.
/* code start */
// ATC Scan, use filter Market/Group/Watchlist NAS100 components
// otr = off. target's return
// dtr = def. target's return
// odr = off. benchmark's return
// dbr = def. benchmark's return
// os = off. strength
// ds = def. strength
// cumos = cumulative off. strength
// cumds = cumulative def. strength
Buy = Sell = Cover = Short = 0;
period = 100; // Set lookback period
otr = IIf(Foreign("QQQ","C") >= Ref(Foreign("QQQ","C"),-1),ROC
(C,1),0);
dtr = IIf(Foreign("QQQ","C") < Ref(Foreign("QQQ","C"),-1),ROC(C,1),0);
obr = IIf(Foreign("QQQ","C") >= Ref(Foreign("QQQ","C"),-1),ROC(Foreign
("QQQ","C"),1),0);
dbr = IIf(Foreign("QQQ","C") < Ref(Foreign("QQQ","C"),-1),ROC(Foreign
("QQQ","C"),1),0);
os = otr-obr;
ds = dtr-dbr;
cumos = Sum(os,period);
cumds = Sum(ds,period);
cumos_NE = IIf(cumos >= -cumds,cumos,0);
cumos_SW = IIf(cumos <= -cumds,cumos,0);
cumds_NE = IIf(cumos >= -cumds,cumds,0);
cumds_SW = IIf(cumos <= -cumds,cumds,0);
AddToComposite(cumos_NE,"~janus","O");
AddToComposite(cumos_SW,"~janus","H");
AddToComposite(cumds_NE,"~janus","L");
AddToComposite(cumds_SW,"~janus","C");
//AddToComposite(IIf(cumos >= -cumds,1,0),"~janus","V");
//AddToComposite(IIf(cumos <= -cumds,1,0),"~janus","I");
/* code end */
// Indicator Janus NorthEast
Plot(Foreign("~janus","O"),"Off.Strength_NE",colorGreen);
Plot(Foreign("~janus","L"),"Def.Strength_NE",colorTurquoise);
Plot(0,"",colorBlack);
// Indicator Janus SouthWest
Plot(Foreign("~janus","H"),"Off.Strength_SW",colorRed);
Plot(Foreign("~janus","C"),"Def.Strength_SW",colorLightOrange);
Plot(0,"",colorBlack);
-treliff
--- In amibroker@xxxxxxxxxxxxxxx, "sgearhart12000" <sgearhart1@xxxx>
wrote:
>
> Has anyone programed the Janus Factor, by Gary Anderson, into AB? I
> just started to look into this stock selection method.
> Thanks
> Scott
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